NTPC Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.58% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9349 | 5.05 | |
| 0.1089 | 4.79 | |
| 0.7408 | 17.04 | |
| 0.1716 | 1.30 | |
| -0.4524 | -2.31 | |
| 0.5184 | 4.11 | |
| -0.3145 | -3.04 | |
| -0.0211 | -0.27 | |
| 0.3150 | 3.91 | |
| -0.3985 | -4.47 | |
| 0.2308 | 2.89 | |
| -0.0384 | -0.69 |
Estimation Period:
Nov 4, 2004 to Feb 13, 2026
Nov 4, 2004 to Feb 13, 2026
News Impact Curve
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